This paper deals with the problem of estimating the variance based on a random sample from a normal distribution with mean [mu] and variance [sigma] = 1/[tau]. In approaching the problem from a Bayesian point of view, a natural conjugate family of priors for ([mu], [tau]) consists of [tau]...

Motivated by the observation that for a sample of size two from an exponential distribution, the largest order statistic is distributed as a convolution of two independent exponential random variables with distributions differing only in their intensity or rate parameter, a spectrum of related...

In this work we consider a power series of the form X=∑j=0∞δjZj where 0δ1 and {Zj}j≥0 is an i.i.d. sequence of random variables. We show that X is well-defined iff E[(log|Z0|)+]∞ and establish a number of properties of the distribution of X, such as continuity and closure under...

What is the distribution of the product of given powers of independent uniform (0, 1) random variables? Is this distribution useful? Is this distribution commonly used in some contexts? Is this distribution somehow related to the distribution of the product of other random variables? Are there...